Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
Minimum.profit.take and Profit.Take.Extension.Factor..PTEF..

BEST PARAMETERS
Minimum.profit.take = 0.3
Profit.Take.Extension.Factor..PTEF.. = 0.3
Profit account= 101 (per day adjusted to desire% DD )
Activity = 3.85 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for Minimum.profit.take = 0.3 and Profit.Take.Extension.Factor..PTEF.. = 0.3

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
11 90884.62 874.71 16017.00 7 417 322 -53.4 0.3 0.3 AUDUSD 53.39000 18.7300993 5619.0298 17022.780 19.461055 0.4767294 No
139 46926.04 836.75 13430.91 6 235 170 -44.8 0.3 0.3 USDCHF 44.76970 22.3365356 6700.9607 10481.652 12.526623 0.2808485 No
59 74332.74 858.22 22736.74 6 228 154 -75.8 0.3 0.3 EURUSD 75.78913 13.1945037 3958.3511 9807.836 11.428114 0.2656661 No
107 79475.25 874.68 24967.89 6 421 325 -83.2 0.3 0.3 NZDUSD 83.22630 12.0154326 3604.6298 9549.295 10.917473 0.4813189 No
123 32531.72 844.46 10645.87 6 174 126 -35.5 0.3 0.3 USDCAD 35.48623 28.1799421 8453.9826 9167.420 10.855955 0.2060488 No
91 70292.56 852.36 24482.10 7 260 184 -81.6 0.3 0.3 GBPUSD 81.60700 12.2538508 3676.1552 8613.545 10.105525 0.3050354 No
155 226465.05 871.65 89528.65 9 301 203 -298.4 0.3 0.3 USDJPY 298.42883 3.3508827 1005.2648 7588.578 8.705992 0.3453221 No
27 16473.06 839.69 8494.97 5 100 76 -28.3 0.3 0.3 EURGBP 28.31657 35.3150158 10594.5047 5817.464 6.928109 0.1190916 No
171 193084.90 872.88 161193.71 7 559 394 -537.3 0.3 0.3 XAUUSD 537.31237 1.8611148 558.3344 3593.532 4.116868 0.6404088 Yes
75 449328.06 866.65 416626.40 10 361 253 -1388.8 0.3 0.3 GBPJPY 1388.75467 0.7200696 216.0209 3235.475 3.733312 0.4165465 Yes
43 165807.36 861.22 241456.24 9 312 217 -804.9 0.3 0.3 EURJPY 804.85413 1.2424612 372.7383 2060.092 2.392063 0.3622768 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 15 minutes
15 BLAI.length 60
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 60
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 8
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 15
27 BB.Exit.number.of.SDs 1.5